FT VEST NASDAQ-100 BUFFER ETF - DECEMBER
Symbol: QDEC
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 18/12/2020
Latest date: 20/07/2026
Current price: $35.17
Expense ratio: 0.90%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.08%
Ann. -21.55% (Sharpe / Sortino numerator)
Volatility
16.41%
Sharpe ratio
-1.535
VaR 95%
-1.43%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
4.35%
Ann. -9.34% (Sharpe / Sortino numerator)
Volatility
12.59%
Sharpe ratio
-1.030
VaR 95%
-1.22%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
8.80%
Ann. 3.26% (Sharpe / Sortino numerator)
Volatility
11.42%
Sharpe ratio
-0.033
VaR 95%
-1.23%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
18.24%
Ann. 19.90% (Sharpe / Sortino numerator)
Volatility
15.16%
Sharpe ratio
1.073
VaR 95%
-1.23%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
34.39%
Ann. 13.25% (Sharpe / Sortino numerator)
Volatility
13.06%
Sharpe ratio
0.736
VaR 95%
-1.25%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
56.33%
Ann. 15.24% (Sharpe / Sortino numerator)
Volatility
11.38%
Sharpe ratio
1.020
VaR 95%
-1.03%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.069%
Best day
2.743%
Worst day
-1.911%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $35.25 | $35.35 | $35.17 | $35.17 | 7,400 |
| 17/07/2026 | $34.94 | $35.22 | $34.94 | $35.15 | 3,600 |
| 16/07/2026 | $35.44 | $35.48 | $35.32 | $35.35 | 14,800 |
| 15/07/2026 | $35.60 | $35.60 | $35.41 | $35.57 | 14,300 |
| 14/07/2026 | $35.55 | $35.62 | $35.51 | $35.60 | 9,300 |
| 13/07/2026 | $35.44 | $35.52 | $35.35 | $35.42 | 14,600 |
| 10/07/2026 | $35.55 | $35.68 | $35.55 | $35.66 | 7,100 |
| 09/07/2026 | $35.52 | $35.55 | $35.48 | $35.54 | 6,500 |
| 08/07/2026 | $35.24 | $35.32 | $35.12 | $35.32 | 4,500 |
| 07/07/2026 | $35.29 | $35.37 | $35.18 | $35.27 | 14,200 |